Silvana,
I am currently a tech support agent for a major computer manufacturer. The way we on our desk see it, as far as an anti-spyware program goes, you get what you pay for.
Sure, Spybot and Ad-aware are fine programs that don't cost anything. I remember reading a study a few weeks ago that measured the effectiveness of anti-spyware programs as a percentage, much as Miguel referred to. He is mistaken when he said the best only remove up to 75%. The top ones in the study were Spyware Doctor, by PC Tools Software (http://www.pctools.com/spyware-doctor/), Spy Sweeper, by Webroot software (http://www.webroot.com/consumer/products/spysweeper/), and CounterSpy, from Sunbelt Software (http://www.sunbelt-software.com/CounterSpy.cfm).
All three of those anti-spyware titles hit that study at 80-85% effectiveness, not the 75% that Miguel suggests. Windows Defender (formerly Microsoft Antispyware) hit that study in the 70-75% range. Spybot and Ad-aware, however, only removed 50% of identified spyware in that study. Also, I have seen in my career as a tech support agent where Spybot and Ad-aware will sometimes inadvertently remove some items that are not spyware and adware, causing people's programs to not work corretly, if at all.
Admittedly, since the face of spyware and adware changes on a daily basis, no one anti-spyware program alone is good enough. I would recommend using any of the above three programs (I use Spy Sweeper personally) on top of Spybot and/or Ad-aware, if you are going to go with one or both of them.
Good luck!